How far back does historical data go?

For most stocks and ETFs, data goes back to 2000. For some instruments (especially Polish ones), data may start from their first listing date.

Does the backtest account for dividends?

Yes. The backtest includes reinvested dividends, giving a more realistic picture of total return.

Can I include transaction costs?

Yes. You can set a brokerage commission (e.g., 0.29% per transaction) that will be factored into the results.

Does backtesting guarantee future results?

No. Historical results do not guarantee future returns. Backtesting helps understand strategy behavior, but markets may behave differently in the future.

Features

Strategy Backtesting

Test your investment strategy on historical data before risking real money. See how your portfolio would have performed in the past.

Test risk-free

Check your strategy on historical data before investing real money.

Benchmark comparison

Compare results against WIG20, S&P 500, MSCI World, and other indices.

Risk metrics

Sharpe ratio, max drawdown, volatility, CAGR — all key metrics in one place.

Configurable rebalancing

Set rebalancing frequency: monthly, quarterly, annually, or on weight deviation.

Data since 2000

Test on over 20 years of historical data for stocks, ETFs, and indices.

AI Agent integration

Ask the AI Agent to propose a strategy and backtest it right away.

Strategy definition: asset selection, weights, and test period

Backtest results chart with benchmark comparison

Detailed metrics: Sharpe ratio, drawdown, CAGR, volatility

Test strategies before you invest

Backtesting lets you see how your investment strategy would have performed in the past. Instead of guessing — base your decisions on hard historical data.

How does it work?

Define your portfolio composition, asset weights, and test period. Ecrumena will calculate portfolio results on historical data, accounting for rebalancing, dividends, and transaction costs.

Benchmark comparison

Compare your strategy results against popular benchmarks: WIG20, S&P 500, MSCI World. Check if your strategy actually beats the market.

Risk analysis

Check maximum drawdown, Sharpe ratio, volatility, and other key risk metrics. Understand how much you actually risk in exchange for expected returns.

Frequently asked questions

: For most stocks and ETFs, data goes back to 2000. For some instruments (especially Polish ones), data may start from their first listing date.
: Yes. The backtest includes reinvested dividends, giving a more realistic picture of total return.
: Yes. You can set a brokerage commission (e.g., 0.29% per transaction) that will be factored into the results.
: No. Historical results do not guarantee future returns. Backtesting helps understand strategy behavior, but markets may behave differently in the future.

Pricing

Pricing that grows with you

Choose an affordable plan that’s packed with the best features for engaging your audience, creating customer loyalty, and driving sales.

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